Max Drawdown (5Y) Chart

Historical Max Drawdown (5Y) Data

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Date Value
October 31, 2024 60.72%
September 30, 2024 60.72%
August 31, 2024 60.72%
July 31, 2024 60.72%
June 30, 2024 60.72%
May 31, 2024 60.72%
April 30, 2024 60.72%
March 31, 2024 60.72%
February 29, 2024 60.72%
January 31, 2024 60.72%
December 31, 2023 60.72%
November 30, 2023 60.72%
October 31, 2023 60.72%
September 30, 2023 60.43%
August 31, 2023 59.16%
July 31, 2023 58.31%
June 30, 2023 58.31%
May 31, 2023 58.31%
April 30, 2023 58.31%
March 31, 2023 58.31%
February 28, 2023 58.31%
January 31, 2023 58.31%
December 31, 2022 58.31%
November 30, 2022 57.04%
October 31, 2022 54.51%
Date Value
September 30, 2022 54.51%
August 31, 2022 54.51%
July 31, 2022 54.51%
June 30, 2022 53.80%
May 31, 2022 49.69%
April 30, 2022 44.71%
March 31, 2022 43.10%
February 28, 2022 43.10%
January 31, 2022 43.10%
December 31, 2021 43.10%
November 30, 2021 43.10%
October 31, 2021 43.10%
September 30, 2021 43.10%
August 31, 2021 43.10%
July 31, 2021 43.10%
June 30, 2021 43.10%
May 31, 2021 43.10%
April 30, 2021 43.10%
March 31, 2021 43.10%
February 28, 2021 43.10%
January 31, 2021 43.10%
December 31, 2020 43.10%
November 30, 2020 43.10%
October 31, 2020 43.10%
September 30, 2020 43.10%

Max Drawdown Definition

Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.

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Max Drawdown (5Y) Range, Past 5 Years

26.52%
Minimum
Nov 2019
60.72%
Maximum
Oct 2023
49.71%
Average
47.20%
Median

Max Drawdown (5Y) Benchmarks